Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52207.51 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48082.44 Kr¶

PnL: ---------------------------------------> -849.56 Kr¶

DD now: ---------------------------------> -1.718 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 15:59:55.763170'

Anic Portfolio¶

Today¶

Return: 0.255 %¶

This Week¶

Return: -0.208 %¶

Total portfolio value¶

Return including deposits: 70.914 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 6.860000 702.170000 63.170000 9.890000 638.999984
Xvivo Perfusion 3 -0.510000 877.500000 32.500000 3.850000 845.000001
Biotage 4 1.090000 630.800000 27.800000 4.610000 603.000000
Vitrolife 3 1.560000 703.200000 26.200000 3.870000 677.000001
Embracer Group B 26 2.000000 688.090000 26.090000 3.940000 661.999988
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Humana 40 4.830000 694.400000 20.400000 3.030000 674.000000
Addtech B 3 0.420000 718.200000 18.200000 2.600000 699.999999
Fortnox 10 1.120000 684.000000 16.000000 2.400000 668.000000
Svolder B 35 0.080000 2194.500000 15.500000 0.710000 2179.000005
SynAct Pharma 9 -0.270000 656.100000 11.100000 1.720000 645.000003
Addnode Group B 6 -0.390000 757.200000 5.200000 0.690000 751.999998
NCC B 7 0.370000 659.050000 5.050000 0.770000 653.999997
Latour B 2 -0.750000 448.600000 -0.400000 -0.090000 449.000000
Indutrade 5 -0.720000 1319.000000 -1.000000 -0.080000 1320.000000
Volati 5 -0.350000 571.000000 -3.000000 -0.520000 574.000000
Sedana Medical 135 4.640000 4325.400000 -5.600000 -0.130000 4330.999935
Nolato B 12 -1.110000 640.200000 -7.800000 -1.200000 648.000000
SCA A 4 0.540000 591.200000 -7.800000 -1.300000 599.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Gaming Innovation Group 161 0.780000 4177.950000 -10.050000 -0.240000 4187.999942
Investor B 3 -0.390000 646.200000 -11.800000 -1.790000 657.999999
Sampo Oyj SDB 1 -1.100000 493.000000 -12.000000 -2.380000 505.000000
BONESUPPORT HOLDING 10 -0.170000 1208.000000 -16.000000 -1.310000 1224.000000
Sdiptech B 3 -2.260000 805.800000 -16.200000 -1.970000 822.000000
Profoto Holding 7 -2.420000 565.600000 -16.400000 -2.820000 581.999999
Lime Technologies 2 -4.120000 559.000000 -34.000000 -5.730000 593.000000
Ambea 68 1.100000 2492.880000 -44.120000 -1.740000 2537.000032
Creades A 7 -0.130000 548.100000 -62.900000 -10.290000 610.999998
Lundin Gold 7 -1.530000 903.000000 -71.000000 -7.290000 973.999999
Investor A 16 -0.600000 3444.800000 -100.200000 -2.830000 3545.000000
Balco Group 39 -1.520000 1772.550000 -102.450000 -5.460000 1874.999997
New Wave B 40 -0.820000 3729.200000 -186.800000 -4.770000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.300000 2660.300000 -306.700000 -10.340000 2966.999993
TOTAL 48119.590000 -812.410000 -1.6485% 48931.999868

Updated:¶

'2023-06-14 15:59:09.914751'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶